STRATEGY VWAP MOMENTUM

20251121 (Friday, DoW=5)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 29

Periodo: 2025-11-21 00:49:00 - 2025-11-21 22:59:00

Exposure Days: 1

Trades per Day: 29.00

Avg Duration: 44.69 min

Median Duration: 17.00 min

PERFORMANCE

Total Profit: $2,600.00

Avg Profit: $89.66

Median Profit: $-1,500.00

Std Profit: $1,935.78

Profit Factor: 1.10

WIN/LOSS

Win Rate: 39.3%

Winners / Losers: 11 / 17 (Ratio: 1:2)

Gross Profit: $27,500.00

Gross Loss: $-24,900.00

Avg Winner: $2,500.00

Avg Loser: $-1,383.33

Avg Winner / Avg Loser: (Ratio: 1:1.81)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-7,500.00

Sharpe Ratio: 0.05

Sortino Ratio: 0.26

Ulcer Index: 336.34

EXIT REASONS

TARGET exits: 11 (37.9%)

STOP exits: 16 (55.2%)

EOD exits: 1 (3.4%)

LONG ENTRIES (BUY)

Total LONG: 13

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $1,570.00

Avg P&L: $120.77

SHORT ENTRIES (SELL)

Total SHORT: 16

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $1,030.00

Avg P&L: $64.38

CUMULATIVE P&L